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The Shapley value is one of the most widely used measures of feature importance partly as it measures a feature's average effect on a model's prediction. We introduce joint Shapley values, which directly extend Shapley's axioms and…

Machine Learning · Statistics 2022-02-11 Chris Harris , Richard Pymar , Colin Rowat

Shapley value is a widely used tool in explainable artificial intelligence (XAI), as it provides a principled way to attribute contributions of input features to model outputs. However, estimation of Shapley value requires capturing…

Machine Learning · Computer Science 2025-11-05 Cheng Lu , Jiusun Zeng , Yu Xia , Jinhui Cai , Shihua Luo

There is much interest lately in explainability in statistics and machine learning. One aspect of explainability is to quantify the importance of various features (or covariates). Two popular methods for defining variable importance are…

Methodology · Statistics 2023-03-13 Isabella Verdinelli , Larry Wasserman

The vast majority of research on explainability focuses on post-explainability rather than explainable modeling. Namely, an explanation model is derived to explain a complex black box model built with the sole purpose of achieving the…

Machine Learning · Computer Science 2020-02-14 Gabriel Terejanu , Jawad Chowdhury , Rezaur Rashid , Asif Chowdhury

With the adoption of machine learning-based solutions in routine clinical practice, the need for reliable interpretability tools has become pressing. Shapley values provide local explanations. The method gained popularity in recent years.…

Methodology · Statistics 2023-06-27 Lucile Ter-Minassian , Sahra Ghalebikesabi , Karla Diaz-Ordaz , Chris Holmes

Note that a newer expanded version of this paper is now available at: arXiv:1802.03888 It is critical in many applications to understand what features are important for a model, and why individual predictions were made. For tree ensemble…

Artificial Intelligence · Computer Science 2018-02-20 Scott M. Lundberg , Su-In Lee

Shapley value is a classic notion from game theory, historically used to quantify the contributions of individuals within groups, and more recently applied to assign values to data points when training machine learning models. Despite its…

Machine Learning · Computer Science 2020-02-28 Amirata Ghorbani , Michael P. Kim , James Zou

We discuss promising recent contributions on quantifying feature relevance using Shapley values, where we observed some confusion on which probability distribution is the right one for dropped features. We argue that the confusion is based…

Machine Learning · Statistics 2019-11-28 Dominik Janzing , Lenon Minorics , Patrick Blöbaum

Shapley effects are a particularly interpretable approach to assessing how a function depends on its various inputs. The existing literature contains various estimators for this class of sensitivity indices in the context of nonparametric…

Methodology · Statistics 2025-05-27 Akira Horiguchi , Matthew T. Pratola

Shapley values are ubiquitous in interpretable Machine Learning due to their strong theoretical background and efficient implementation in the SHAP library. Computing these values previously induced an exponential cost with respect to the…

Machine Learning · Computer Science 2022-12-06 Gabriel Laberge , Yann Pequignot

Predicting the future trajectory of a moving agent can be easy when the past trajectory continues smoothly but is challenging when complex interactions with other agents are involved. Recent deep learning approaches for trajectory…

In this article, we provide an axiomatic characterization of feature attribution for multi-output predictors within the Shapley framework. While SHAP explanations are routinely computed independently for each output coordinate, the…

Predictive Process Analytics is becoming an essential aid for organizations, providing online operational support of their processes. However, process stakeholders need to be provided with an explanation of the reasons why a given process…

With increasing interest in explaining machine learning (ML) models, the first part of this two-part study synthesizes recent research on methods for explaining global and local aspects of ML models. This study distinguishes explainability…

Machine Learning · Statistics 2022-11-17 Montgomery Flora , Corey Potvin , Amy McGovern , Shawn Handler

The overarching goal of Explainable AI is to develop systems that not only exhibit intelligent behaviours, but also are able to explain their rationale and reveal insights. In explainable machine learning, methods that produce a high level…

Artificial Intelligence · Computer Science 2020-05-06 Xiuyi Fan , Siyuan Liu , Thomas C. Henderson

When using machine learning techniques in decision-making processes, the interpretability of the models is important. In the present paper, we adopted the Shapley additive explanation (SHAP), which is based on fair profit allocation among…

Machine Learning · Computer Science 2022-03-03 Yasunobu Nohara , Koutarou Matsumoto , Hidehisa Soejima , Naoki Nakashima

Predictions are the currency of a machine learning model, and to understand the model's behavior over segments of a dataset, or over time, is an important problem in machine learning research and practice. There currently is no systematic…

Machine Learning · Computer Science 2021-02-17 Aalok Shanbhag , Avijit Ghosh , Josh Rubin

Deep neural networks have demonstrated remarkable performance across various domains, yet their decision-making processes remain opaque. Although many explanation methods are dedicated to bringing the obscurity of DNNs to light, they…

Computer Vision and Pattern Recognition · Computer Science 2025-12-17 Kanglong Fan , Yunqiao Yang , Chen Ma

Interpretability of learning algorithms is crucial for applications involving critical decisions, and variable importance is one of the main interpretation tools. Shapley effects are now widely used to interpret both tree ensembles and…

Machine Learning · Statistics 2022-02-03 Clément Bénard , Gérard Biau , Sébastien da Veiga , Erwan Scornet

Shapley values have become one of the most popular feature attribution explanation methods. However, most prior work has focused on post-hoc Shapley explanations, which can be computationally demanding due to its exponential time complexity…

Machine Learning · Computer Science 2021-04-07 Rui Wang , Xiaoqian Wang , David I. Inouye